Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Burak Korkusuz, David G. McMillan, Dimos Kambouroudis
| Year of publication: |
2023
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| Authors: | Korkusuz, Burak ; McMillan, David G. ; Kambouroudis, Dimos |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 4, p. 1517-1537
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| Subject: | Complex network theory | G20 stock markets | GARCH-BEKK | Global financial indicators | Volatility spillover | Volatilität | Volatility | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | G20-Staaten | G20 countries | Internationaler Finanzmarkt | International financial market | Aktienindex | Stock index | Finanzkrise | Financial crisis | Börsenkurs | Share price | Welt | World | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-022-02290-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253685